V-Lab
Binancecoin to US Dollar APARCH Volatility Analysis
Volatility prediction for Tuesday, August 11th, 2026
1 Day
21.46%
increased by 0.14%
1 Week
23.88%
increased by 2.56%
1 Month
33.55%
increased by 12.23%
Analysis last updated: Tuesday, August 11, 2026 at 06:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 20, 2018 to Aug 8, 2026Model Insight
Volatility shocks decay with a half-life of 26 trading days, meaning a shock loses half its impact after approximately 26 days. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
σ
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0624 | 17.80*** |
α ARCH Response to squared shocks | 0.1487 | 27.25*** |
β GARCH Volatility persistence | 0.8513 | 165.21*** |
γ leverage Additional response to negative shocks | 0.0836 | 2.34** |
δ power Transformation power | 0.5000 | 26.57*** |
Persistence:
0.973
Half-life:
26 days
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